+116.0%
SLV vs NVD
-98.4%
+214.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.1% | -1.8% |
| 7D | -5.8% | +28.6% | -34.5% | -3.5% |
| 30D | -12.1% | +73.6% | -85.8% | -7.1% |
| 3M | -24.1% | +70.1% | -94.2% | -19.5% |
| 6M | -44.4% | +53.6% | -98.0% | -41.0% |
| YTD | -31.5% | -7.0% | -24.5% | -29.2% |
| 1Y | -6.9% | -9.0% | +2.1% | -3.8% |
| 3Y | +116.0% | -98.3% | +214.3% | +114.2% |
| All | +116.0% | -98.4% | +214.4% | +114.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NVD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling